Neural Network training using the Extended Kalman Filter

A function using the extended Kalman filter to train MLP neural networks

Description

The extended Kalman filter can not only estimate states of nonlinear dynamic systems from noisy measurements but also can be used to estimate parameters of a nonlinear system. A direct application of parameter estimation is to train artificial neural networks. This function and an embeded example shows a way how this can be done.

Acknowledgements

The author wishes to acknowledge the following in the creation of this submission:
Learning the Extended Kalman Filter
This submission has inspired the following:
Neural Network training using the Unscented Kalman Filter

• MATLAB release: MATLAB 7.5 (R2007b)
• Other requirements: It requires the ekf function, which can be downloaded from the following link: http://www.mathworks.com/matlabcentral/fileexchange/loadFile.do?objectId=18189&objectType=FILE

[mahendra shukla]

too good

[lekouch khalid]

is an intersent work

[a s]

 

[piyush singhal]

it is a good effort pl generate codes for it which can be help ful for mpc

[Devanathan M]

Very nice

[x y]

Great job!

[V. Poor]

 

[Dinie Muhammad]

Great job!